mini-sized Dow ($5) Future December 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 10,294 10,245 -49 -0.5% 9,522
High 10,294 10,299 5 0.0% 10,083
Low 10,187 10,123 -64 -0.6% 9,452
Close 10,244 10,230 -14 -0.1% 10,071
Range 107 176 69 64.5% 631
ATR 167 168 1 0.4% 0
Volume 22 37 15 68.2% 265
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,745 10,664 10,327
R3 10,569 10,488 10,279
R2 10,393 10,393 10,262
R1 10,312 10,312 10,246 10,265
PP 10,217 10,217 10,217 10,194
S1 10,136 10,136 10,214 10,089
S2 10,041 10,041 10,198
S3 9,865 9,960 10,182
S4 9,689 9,784 10,133
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,762 11,547 10,418
R3 11,131 10,916 10,245
R2 10,500 10,500 10,187
R1 10,285 10,285 10,129 10,393
PP 9,869 9,869 9,869 9,922
S1 9,654 9,654 10,013 9,762
S2 9,238 9,238 9,955
S3 8,607 9,023 9,898
S4 7,976 8,392 9,724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,299 9,992 307 3.0% 135 1.3% 78% True False 43
10 10,299 9,452 847 8.3% 183 1.8% 92% True False 61
20 10,466 9,452 1,014 9.9% 171 1.7% 77% False False 68
40 10,466 9,452 1,014 9.9% 116 1.1% 77% False False 36
60 11,033 9,452 1,581 15.5% 113 1.1% 49% False False 25
80 11,033 9,452 1,581 15.5% 91 0.9% 49% False False 19
100 11,033 9,452 1,581 15.5% 75 0.7% 49% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,047
2.618 10,760
1.618 10,584
1.000 10,475
0.618 10,408
HIGH 10,299
0.618 10,232
0.500 10,211
0.382 10,190
LOW 10,123
0.618 10,014
1.000 9,947
1.618 9,838
2.618 9,662
4.250 9,375
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 10,224 10,219
PP 10,217 10,207
S1 10,211 10,196

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols